+10,064.1%
SHW vs COR
+18,334.8%
-8,270.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.4% | +3.3% |
| 7D | +1.6% | +2.3% | -0.8% | +1.2% |
| 30D | +12.1% | +6.8% | +5.3% | +10.7% |
| 3M | -3.0% | +8.1% | -11.1% | -4.5% |
| 6M | +13.5% | +33.0% | -19.5% | +7.2% |
| YTD | +11.2% | +3.0% | +8.3% | +9.6% |
| 1Y | +6.2% | -3.4% | +9.6% | +5.9% |
| 3Y | +45.6% | +80.1% | -34.5% | +27.0% |
| 5Y | +15.6% | +194.7% | -179.1% | -9.2% |
| 10Y | +356.5% | +512.3% | -155.8% | +205.8% |
| All | +10,064.1% | +18,334.8% | -8,270.7% | +4,448.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling